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Multivariate Archimedean Quasi-Copulas

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Abstract

Abstract In this paper we define and study basic properties of multivariate Archimedean quasi-copulas. In particular, we examine properties concerning generators, diagonal sections, permutation symmetry, level sets and order.

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References

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© 2002 Springer Science+Business Media Dordrecht

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Nelsen, R.B., Quesada-Molina, J.J., Rodríguez-Lallena, J.A., Úbeda-Flores, M. (2002). Multivariate Archimedean Quasi-Copulas. In: Cuadras, C.M., Fortiana, J., Rodriguez-Lallena, J.A. (eds) Distributions With Given Marginals and Statistical Modelling. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-0061-0_19

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  • DOI: https://doi.org/10.1007/978-94-017-0061-0_19

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-6136-2

  • Online ISBN: 978-94-017-0061-0

  • eBook Packages: Springer Book Archive

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